IRB & ICredit Risk Model Architect

16 ott - Romano di Lombardia
ING ITALIA

ING Italia is seeking a skilled risk model developer to design, implement, and monitor AIRB and IFRS9 models for Retail Banking portfolios.

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You will develop PD, LGD and EAD models for Mortgage portfolios under AIRB, and IFRS9 models for Mortgages and Consumer Lending, ensuring compliance with ECB/EBA guidelines and regulatory reviews.

You will oversee model validation, backtesting, xysqume and collaboration with Internal Validation, Audit and regulators, driving improvements and timely adoption of

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